-56.8%
TSLL vs ARKK
+52.6%
-109.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.5% | +3.4% |
| 7D | -21.2% | -6.6% | -14.7% | -10.3% |
| 30D | -13.3% | -14.5% | +1.2% | +14.0% |
| 3M | +15.4% | -0.4% | +15.7% | +17.9% |
| 6M | -34.2% | -5.2% | -29.1% | -24.0% |
| YTD | -52.9% | -1.9% | -51.0% | -48.8% |
| 1Y | -54.3% | -6.7% | -47.6% | -45.2% |
| 3Y | -18.4% | +89.7% | -108.1% | -52.6% |
| All | -56.8% | +52.6% | -109.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARKK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling